Hello, CountryCount can now be used to prevent overloading a particular country in a model in Europe. It’s only for buy or sell rules in a portfolio strategy. Does not work in the screener. It’s based on the country of domicile which could be meaningless when it’s a tax haven (bahamas, etc)
We needed this while developing European models since it was overloading in Turkey, which had a great year last year.
PS. we are still revising our P123 European model, so things might change. Sorry about that.
Thanks for this addition. Is there a technical reason for no corresponding CountryWeight parameter? Or are more and more people using formula weighting anyway?
Would still be very useful to have exchange (or country) as an option for the Aggregate dropdown under Transactions/Realized to get an idea of strategy perf by country.